| Author | Hieber, Peter | dc.contributor.author |
| Date of accession | 2019-04-02T12:15:13Z | dc.date.accessioned |
| Available in OPARU since | 2019-04-02T12:15:13Z | dc.date.available |
| Date of first publication | 2017 | dc.date.issued |
| Language | en | dc.language.iso |
| Publisher | Universität Ulm | dc.publisher |
| Keyword | Insurance contracts | dc.subject |
| Keyword | Cliquet-style guarantee | dc.subject |
| Keyword | Ratchet-type guarantee | dc.subject |
| Keyword | Annual guarantee | dc.subject |
| Keyword | Regime switching | dc.subject |
| Keyword | Levy model | dc.subject |
| Keyword | Fourier pricing | dc.subject |
| Keyword | life-insurance contracts | dc.subject |
| Keyword | stochastic interest-rates | dc.subject |
| Keyword | pricing barrier options | dc.subject |
| Keyword | asset value guarantee | dc.subject |
| Keyword | fair valuation | dc.subject |
| Keyword | annuity guarantees | dc.subject |
| Keyword | policies | dc.subject |
| Keyword | framework | dc.subject |
| Keyword | 1st-passage | dc.subject |
| Keyword | strategies | dc.subject |
| Dewey Decimal Group | DDC 330 / Economics | dc.subject.ddc |
| Title | Cliquet-style return guarantees in a regime switching Levy model | dc.title |
| Resource type | Wissenschaftlicher Artikel | dc.type |
| Faculty | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.affiliationGeneral |
| Institution | Institut für Versicherungswissenschaften | uulm.affiliationSpecific |
| DCMI Type | Text | uulm.typeDCMI |
| Category | Publikationsnachweise | uulm.category |
| DOI (external) | 10.1016/j.insmatheco.2016.11.009 | dc.identifier.doiExternal |
| Source - Title of source | Insurance: Mathematics and Economics | source.title |
| Source - Place of publication | Elsevier | source.publisher |
| Source - Volume | 72 | source.volume |
| Source - Year | 2017 | source.year |
| Source - From page | 138 | source.fromPage |
| Source - To page | 147 | source.toPage |
| Source - ISSN | 0167-6687 | source.identifier.issn |
| Source - eISSN | 1873-5959 | source.identifier.eissn |
| Suitable community | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.community |
| WoS | 000393534100011 | uulm.identifier.wos |
| University Bibliography | ja | uulm.unibibliographie |
